NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 4.710 4.711 0.001 0.0% 4.250
High 4.765 4.812 0.047 1.0% 4.728
Low 4.680 4.635 -0.045 -1.0% 4.099
Close 4.722 4.788 0.066 1.4% 4.647
Range 0.085 0.177 0.092 108.2% 0.629
ATR 0.198 0.196 -0.001 -0.7% 0.000
Volume 3,395 2,797 -598 -17.6% 10,593
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.276 5.209 4.885
R3 5.099 5.032 4.837
R2 4.922 4.922 4.820
R1 4.855 4.855 4.804 4.889
PP 4.745 4.745 4.745 4.762
S1 4.678 4.678 4.772 4.712
S2 4.568 4.568 4.756
S3 4.391 4.501 4.739
S4 4.214 4.324 4.691
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 6.378 6.142 4.993
R3 5.749 5.513 4.820
R2 5.120 5.120 4.762
R1 4.884 4.884 4.705 5.002
PP 4.491 4.491 4.491 4.551
S1 4.255 4.255 4.589 4.373
S2 3.862 3.862 4.532
S3 3.233 3.626 4.474
S4 2.604 2.997 4.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.812 4.099 0.713 14.9% 0.240 5.0% 97% True False 2,614
10 4.812 4.099 0.713 14.9% 0.191 4.0% 97% True False 3,004
20 4.812 4.099 0.713 14.9% 0.188 3.9% 97% True False 2,683
40 5.350 4.099 1.251 26.1% 0.192 4.0% 55% False False 2,095
60 6.619 4.099 2.520 52.6% 0.195 4.1% 27% False False 1,683
80 7.153 4.099 3.054 63.8% 0.194 4.0% 23% False False 1,462
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.564
2.618 5.275
1.618 5.098
1.000 4.989
0.618 4.921
HIGH 4.812
0.618 4.744
0.500 4.724
0.382 4.703
LOW 4.635
0.618 4.526
1.000 4.458
1.618 4.349
2.618 4.172
4.250 3.883
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 4.767 4.748
PP 4.745 4.707
S1 4.724 4.667

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols